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The response of real estate investment trust returns to macroeconomic shocks · Study

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ArticleThe response of real estate investment trust returns to macroeconomic shocks

Bradley T. Ewing2003

Article2003

The response of real estate investment trust returns to macroeconomic shocks

Bradley T. Ewing · James E. Payne

120 citations·0/0 files stored·Journal of Business Research

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Financial Markets and Investment Strategies Housing Market and Economics Market Dynamics and Volatility

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References

1998Generalized impulse response analysis in linear multivariate models 1986Economic Forces and the Stock Market 1996Impulse response analysis in nonlinear multivariate models 1989The federal funds rate and the channels of monetary transmission 1993Introduction to Multiple Time Series Analysis 1997On Stock Market Returns and Monetary Policy 1997Stock Return Predictability and The Role of Monetary Policy 1995The identification of monetary policy disturbances explaining the liquidity puzzle

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2009Dynamic modelling of energy consumption, capital stock, and real income in G-7 countries 2010Nuclear energy consumption, oil prices, and economic growth: Evidence from highly industrialized countries 2012Real estate markets and the macroeconomy: A dynamic coherence framework 2011Dynamic modeling of regional house price diffusion in Taiwan 2007The Asymmetric Response of Equity REIT Returns to Inflation 2013

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Year2003

Typearticle

Published2003-09-16

VenueJournal of Business Research

ISSN-L0148-2963

Languageen

Citations120

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0148-2963(03)00147-4

openalex_workW2087019491

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Adaptive market hypothesis: evidence from the REIT market

2009A Comparison of Alternative Forecast Models of REIT Volatility

2015Trust-embedded coordination in supply chain information sharing